I have an easy explanation, she is a vampire, and vampires are always doing weird evil and creepy things. She is probably using a severed finger to masturbate with.
I'm waiting for this whole story to be translated, but it seems to be a retelling of the Avian Flu epidemic. To control its spreading, they had to collect dead birds and burn them. And to reply to DugFin, I am sure Japan has lots of people who own/owned pet birds, and most of them loved their birds I am sure, but to put the story of your bird into a touching retelling like this... your birds memory will live forever.